artransform

Function <code>artransform</code> transforms \(p\) real valued parameters to
stationary region of \(p\)th order autoregressive process using
parametrization suggested by Jones (1980). Fortran code is a converted from
<code>stats</code> package's C-function <code>partrans</code>.

State space modelling is an efficient and flexible framework for
statistical inference of a broad class of time series and other data. KFAS
includes computationally efficient functions for Kalman filtering, smoothing,
forecasting, and simulation of multivariate exponential family state space models,
with observations from Gaussian, Poisson, binomial, negative binomial, and gamma
distributions. See the paper by Helske (2017) <doi:10.18637/jss.v078.i10> for details.

Jouni Helske

KFAS

Kalman Filter and Smoother for Exponential Family State Space
Models

artransform function

<dl><dt>param</dt>
<dd>Real valued parameters for the transformation.</dd></dl>

Arguments

Mapping real valued parameters to stationary region — artransform

<dl>

<dt>param</dt>
<dd>Real valued parameters for the transformation.</dd>

</dl>

artransform: Mapping real valued parameters to stationary region

Description

Usage

Value

Arguments

References

Examples